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Cumhur Ekinci

Personal Details

First Name:Cumhur
Middle Name:
Last Name:Ekinci
Suffix:
RePEc Short-ID:pek1
http://www.akademi.itu.edu.tr/ekincicu
Istanbul Technical University (ITU) Faculty of Management Macka 34367 Istanbul - TURKEY
+90 212 293 13 00 > 2050 > 115

Affiliation

İşletme Fakültesi
İstanbul Teknik Üniversitesi

İstanbul, Turkey
http://www.isl.itu.edu.tr/

: 90 - 212 - 296 4040
90 - 212 - 240 7260
Macka 80680 İstanbul
RePEc:edi:ifitutr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Cumhur Ekinci, 2005. "Influence de la premiere heure de cotation," Finance 0506016, University Library of Munich, Germany.
  2. Cumhur Ekinci, 2005. "Limit Order Book Reconstruction And Beyond: An Application To Istanbul Stock Exchange," Finance 0510025, University Library of Munich, Germany, revised 24 Oct 2005.
  3. Cumhur EKINCI, 2004. "Introduction to Market Microstructure," Finance 0404007, University Library of Munich, Germany, revised 19 May 2004.
  4. Cumhur EKINCI, 2004. "Introduction A La Microstructure Des Marches Financiers," Finance 0405025, University Library of Munich, Germany.
  5. Cumhur Ekinci, 2004. "Piyasa Mikroyapisina Giris," Finance 0407001, University Library of Munich, Germany.
  6. Cumhur Ekinci, 2003. "A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange," Finance 0305006, University Library of Munich, Germany, revised 22 Nov 2004.

Articles

  1. Ekinci, Cumhur & Ersan, Oguz, 2018. "A new approach for detecting high-frequency trading from order and trade data," Finance Research Letters, Elsevier, vol. 24(C), pages 313-320.
  2. Oguz Ersan & Cumhur Ekinci, 2016. "Algorithmic and high-frequency trading in Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 16(4), pages 233-248, December.
  3. Cumhur EKİNCİ & Murad KAYACAN, 2005. "Menkul Kıymet Piyasalarının Mikroyapısı Üzerine Bir Çalışma," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 20(232), pages 56-69.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Oguz Ersan & Cumhur Ekinci, 2016. "Algorithmic and high-frequency trading in Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 16(4), pages 233-248, December.

    Cited by:

    1. Ekinci, Cumhur & Ersan, Oguz, 2018. "A new approach for detecting high-frequency trading from order and trade data," Finance Research Letters, Elsevier, vol. 24(C), pages 313-320.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (2) 2005-07-03 2005-10-22
  2. NEP-FMK: Financial Markets (2) 2004-04-18 2005-10-22
  3. NEP-CFN: Corporate Finance (1) 2003-06-04
  4. NEP-CWA: Central & Western Asia (1) 2004-07-11
  5. NEP-RMG: Risk Management (1) 2003-06-04

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